+86.0%
CHRW vs ELF
-23.6%
+109.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.0% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +0.9% | +5.9% | -5.0% | +0.5% |
| 3M | -19.9% | +99.5% | -119.4% | -24.2% |
| 6M | -15.8% | +26.5% | -42.3% | -17.6% |
| YTD | -5.6% | +37.2% | -42.8% | -8.4% |
| 1Y | +21.0% | -24.4% | +45.5% | +21.7% |
| 3Y | +86.0% | -23.3% | +109.4% | +70.1% |
| All | +86.0% | -23.6% | +109.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling